Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAXPMVGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0180138312
Bloomberg ID
BBG00321M012
Last Value
231.81
+1.33 (+0.58%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
3.71%
Year to Date Change
7.82%
Daily Low
231.81
Daily High
231.81
52 Week Low
198.07 — 29 Sep 2022
52 Week High
238.4 — 15 May 2023
Top 10 Components
SWISSCOM | Telecommunications | CH |
BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
UPM KYMMENE | Basic Resources | FI |
TERNA | Utilities | IT |
HENKEL PREF | Consumer Products and Services | DE |
SGS | Industrial Goods and Services | CH |
L'OREAL | Consumer Products and Services | FR |
ESSILORLUXOTTICA | Health Care | FR |
WOLTERS KLUWER | Media | NL |
TESCO | Personal Care, Drug and Grocery Stores | GB |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€163.74
+0.38
1Y Return
-10.22%
1Y Volatility
0.09%
STOXX® Global Diversification Select 100 EUR
€244.54
-0.64
1Y Return
-7.16%
1Y Volatility
0.09%
EURO STOXX® Select 50 EUR
€128.84
+1.03
1Y Return
-7.09%
1Y Volatility
0.14%
EURO STOXX® Diversification Select 50 EUR
€167.13
+1.15
1Y Return
-6.51%
1Y Volatility
0.13%
EURO STOXX 50® Volatility (VSTOXX®)
€16.3759
-1.17
1Y Return
-29.98%
1Y Volatility
1.02%